+132.3%
WMT vs NET
+112.9%
+19.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.1% |
| 7D | +3.9% | -7.0% | +10.9% | +4.2% |
| 30D | -4.4% | -4.8% | +0.4% | -4.3% |
| 3M | -8.8% | +3.8% | -12.6% | -9.1% |
| 6M | -15.6% | +50.0% | -65.7% | -17.8% |
| YTD | -3.2% | +41.5% | -44.7% | -5.6% |
| 1Y | +7.0% | +32.8% | -25.8% | +4.6% |
| 3Y | +105.3% | +335.9% | -230.6% | +85.8% |
| All | +132.3% | +112.9% | +19.4% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling